+70.3%
PWR vs M
+31.9%
+38.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.7% |
| 7D | +4.5% | +2.4% | +2.2% | +4.2% |
| 30D | -4.9% | -11.6% | +6.7% | -3.4% |
| 3M | -7.9% | +1.6% | -9.5% | -8.3% |
| 6M | +18.3% | +25.2% | -6.9% | +14.6% |
| YTD | +51.5% | +3.8% | +47.8% | +48.6% |
| 1Y | +70.3% | +36.3% | +34.0% | +55.1% |
| All | +70.3% | +31.9% | +38.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling